We address the problem of efficiently sampling multimodal probability distributions, where standard Markov Chain Monte Carlo methods often suffer from poor mixing and mode trapping. To mitigate these issues, we propose Gradient-free Riemannian Langevin Sampler (GRiLS), a novel proposal that improves exploration without requiring gradient evaluations of the target density.
arXiv:2608. 07648v1 Announce Type: cross Abstract: Sampling high-dimensional probability distributions is a central task in scientific computing, with applications ranging from Bayesian inference to statistical physics and molecular simulation.
By Marylou Gabri\'e
arXiv:2510. 12311v2 Announce Type: replace-cross Abstract: We develop interacting particle algorithms for learning latent variable models with energy-based priors.
By Joanna Marks, Tim Y. J. Wang, O. Deniz Akyildiz
We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex. We introduce the Subgradient Tamed Unadjusted Langevin Algorithm (SG-TULA), a discretisation of the Langevin diffusion that operates directly on subgradients, without relying on computationally demanding smoothing procedures.
arXiv:2512. 08022v2 Announce Type: replace-cross Abstract: We propose a novel diffusion-based posterior sampling method within a plug-and-play framework.
By Jinyuan Chang, Chenguang Duan, Yuling Jiao, Ruoxuan Li, Jerry Zhijian Yang, Cheng Yuan
arXiv:2608. 06283v1 Announce Type: new Abstract: We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex.
By Iosif Lytras, Nikolaos Makras, Sotirios Sabanis